+162.3%
JPM vs NWSA
+44.1%
+118.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -0.4% | -3.1% | +2.6% | +0.6% |
| 30D | -1.4% | +4.3% | -5.7% | -2.8% |
| 3M | +13.9% | +9.2% | +4.7% | +10.0% |
| 6M | +23.5% | +21.6% | +2.0% | +13.8% |
| YTD | +11.6% | +14.2% | -2.6% | +5.2% |
| 1Y | +21.4% | +1.8% | +19.6% | +20.8% |
| All | +162.3% | +44.1% | +118.2% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling